相关论文: An Efficient Monte-Carlo Method to Make a Geometri…

Markov chain Monte Carlo (MCMC) is a powerful methodology for the approximation of posterior distributions. However, the iterative nature of MCMC does not naturally facilitate its use with modern highly parallel computation on HPC and cloud…

Random Walk Metropolis Hastings (RWMH) algorithm, is quite inefficient in high dimensions because of its abysmally slow acceptance rate. The slow acceptance rate results from the fact that RWMH separately updates each coordinate of the…

Markov chain Monte Carlo(MCMC) is a popular approach to sample from high dimensional distributions, and the asymptotic variance is a commonly used criterion to evaluate the performance. While most popular MCMC algorithms are reversible,…

Markov Chain Monte Carlo (MCMC) algorithms are commonly used to sample from graph ensembles. Two graphs are neighbors in the state space if one can be obtained from the other with only a few modifications, e.g., edge rewirings. For many…

Markov Chain Monte Carlo (MCMC) is a class of algorithms to sample complex and high-dimensional probability distributions. The Metropolis-Hastings (MH) algorithm, the workhorse of MCMC, provides a simple recipe to construct reversible…

The graph alignment problem explores the concept of node correspondence and its optimality. In this paper, we focus on purely geometric graph alignment methods, namely our newly proposed Ricci Matrix Comparison (RMC) and its original form,…

Markov Chain Monte Carlo (MCMC) algorithms ubiquitously employ complex deterministic transformations to generate proposal points that are then filtered by the Metropolis-Hastings-Green (MHG) test. However, the condition of the target…

The graph alignment problem, which considers the optimal node correspondence across networks, has recently gained significant attention due to its wide applications. There are graph alignment methods suited for various network types, but we…

Markov Chain Monte Carlo (MCMC) methods are a powerful tool for computation with complex probability distributions. However the performance of such methods is critically dependant on properly tuned parameters, most of which are difficult if…

With sufficient time, double edge-swap Markov chain Monte Carlo (MCMC) methods are able to sample uniformly at random from many different and important graph spaces. For instance, for a fixed degree sequence, MCMC methods can sample any…

In lattice quantum field theory studies, parameters defining the lattice theory must be tuned toward criticality to access continuum physics. Commonly used Markov chain Monte Carlo (MCMC) methods suffer from critical slowing down in this…

Markov Chain Monte Carlo (MCMC) method is a widely used algorithm design scheme with many applications. To make efficient use of this method, the key step is to prove that the Markov chain is rapid mixing. Canonical paths is one of the two…

Markov Chain Monte Carlo (MCMC) is a popular class of statistical methods for simulating autocorrelated draws from target distributions, including posterior distributions in Bayesian analysis. An important consideration in using simulated…

We introduce a new Markov-Chain Monte Carlo (MCMC) approach designed for efficient sampling of highly correlated and multimodal posteriors. Parallel tempering, though effective, is a costly technique for sampling such posteriors. Our…

Traditional Markov Chain Monte Carlo methods suffer from low acceptance rate, slow mixing and low efficiency in high dimensions. Hamiltonian Monte Carlo resolves this issue by avoiding the random walk. Hamiltonian Monte Carlo (HMC) is a…

Markov chain Monte Carlo (MCMC) methods provide powerful framework for sampling unknown probability measures across a wide range of scientific applications. In some settings, the target distribution is supported on a lower-dimensional…

`Double edge swaps' transform one graph into another while preserving the graph's degree sequence, and have thus been used in a number of popular Markov chain Monte Carlo (MCMC) sampling techniques. However, while double edge-swaps can…

This paper deals with a complete bipartite matching problem with the objective of finding an optimal matching that maximizes a certain generic predefined utility function on the set of all matchings. After proving the NP-hardness of the…

In any Markov chain Monte Carlo analysis, rapid convergence of the chain to its target probability distribution is of practical and theoretical importance. A chain that converges at a geometric rate is geometrically ergodic. In this paper,…

We introduce a new Monte Carlo method for pure gauge theories. It is not intended for use with dynamical fermions. It belongs to the class of Local Hybrid Monte Carlo (LHMC) algorithms, which make use of the locality of the action by…